JEL Classification C24
"Univariate: Truncated and Censored Models"

These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the C24 classification.     (sorted by date)

Are CDS Spreads Predictable? An analysis of linear and non-linear forecasting models
by Davide Avino of University of Reading, and
Ogonna Nneji of University of Reading
(501K PDF) -- 25 pages -- November 23, 2012

Using the Censored Gamma Distribution for Modeling Fractional Response Variables with an Application to Loss Given Default
by Fabio Sigrist of ETH Zürich, and
Werner A. Stahel of ETH Zürich
(654K PDF) -- 39 pages -- May 30, 2012

Corporate Credit Risk Modeling and the Macroeconomy
by Kenneth Carling of IFAU and Dalarna University,
Tor Jacobson of Riksbank,
Jesper Lindé of Riksbank, and
Kasper Roszbach Riksbank
(531K PDF) -- 29 pages -- April 5, 2006

A Comparison of Bond Pricing Models in the Pricing of Credit Risk
by Miikka Taurén a PhD candidate at Indiana University
(473K PDF) -- 53 pages -- March 10, 1999

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